surbayes-package {surbayes} | R Documentation |
surbayes: Bayesian Analysis of Seemingly Unrelated Regression Models
Description
Implementation of the direct Monte Carlo approach of Zellner and Ando (2010) <doi:10.1016/j.jeconom.2010.04.005> to sample from posterior of Seemingly Unrelated Regression (SUR) models. In addition, a Gibbs sampler is implemented that allows the user to analyze SUR models using the power prior.
See Also
Useful links:
[Package surbayes version 0.1.2 Index]